Name
Title | ||
|---|---|---|
TNPACK—A truncated Newton minimization package for large-scale problems: I. Algorithm and usage |
Abstract | ||
|---|---|---|
We present a FORTRAN package of subproWams for minimizmg multivariate functions without constraints by a truncated Newton algorithm The algorithm is especially suited for problems involving a large number of variables. Truncated Newton methods allow approximate, rather than exact, solutions to the Newton equations. Truncation is accomplished in the present version by using the preconditioned Conjugate Gradient algorlthm (PCG) to solve approximately the Newton equations The preconditloner M is factored in PCG using a sparse modified Cholesky factorization based on the Yale Sparse Matrix Package. In this paper we briefly describe the method and prowde details for program usage. |
Year | DOI | Venue |
|---|---|---|
1992 | 10.1145/128745.150973 | ACM Trans. Math. Softw. |
Keywords | Field | DocType |
truncated newton methods,nonlinear optimization,large-scale problem,preconditioned conjugate gradient,truncated newton minimization package,sparse matrices,cholesky factorization,sparse matrix,exact solution | Conjugate gradient method,Truncation,Mathematical optimization,Preconditioner,Algorithm,Newton's method in optimization,Numerical analysis,Sparse matrix,Mathematics,Cholesky decomposition,Newton's method | Journal |
Volume | Issue | ISSN |
18 | 1 | 0098-3500 |
Citations | PageRank | References |
31 | 11.31 | 10 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Tamar Schlick | 1 | 251 | 62.71 |
| Aaron Fogelson | 2 | 47 | 19.21 |